OPtion Pricing Based on A Log-Skew-Normal Mixture

  1. Jiménez, J.A.
  2. Arunachalam, V.
  3. Serna, G.M.
Journal:
International Journal of Theoretical and Applied Finance

ISSN: 0219-0249

Year of publication: 2015

Volume: 18

Issue: 8

Type: Article

DOI: 10.1142/S021902491550051X GOOGLE SCHOLAR